9781475724202: Stochastic Networks

Synopsis

This IMA Volume in Mathematics and its Applications STOCHASTIC NETWORKS is based on the proceedings of a workshop that was an integral part of the 1993-94 IMA program on "Emerging Applications of Probability." We thank Frank P. Kelly and Ruth J. Williams for organizing the workshop and for editing the proceedings. We also take this opportunity to thank the National Science Foundation, the Air Force Office of Scientific Research, the Army Research Office, and the National Security Agency, whose financial support made the workshop possible. A vner Friedman Willard Miller, Jr. xiii PREFACE Research on stochastic networks has powerful driving applications in the modelling of manufacturing, telecommunications, and computer sys- tems. These various applications have raised common mathematical issues of some subtlety, and a notable feature of the workshop was the way in which experts in different areas such as operations research, systems science and engineering, and applied mathematics have been attacking important problems from different viewpoints.

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Présentation de l'éditeur

The theory of stochastic networks is an important and rapidly developing research area, driven in part by important industrial applications in the design and control of modern communications and manufacturing networks. This volume is a collections of invited papers written by some of the leading researchers in this field, and provides a comprehensive survey of current research and the very latest developments. With contributions from most of the world's foremost researchers the areas covered include the mathematical modelling and the optimal control of queueing and loss networks, and the statistical modelling and analysis of network data. Also containing a comprehensive and up-to-date bibliography of the statistical literature on long-range dependence and self-similarity in network traffic and other scientific and engineering applications this book will suit researchers, research institutes and industry throughout the world.

Biographie de l'auteur

Frank Kelly is Professor of the Mathematics of Systems at the University of Cambridge. His main research interests are in random processes, networks and optimization. He is especially interested in applications to the design and control of networks and to the understanding of self-regulation in large-scale systems.

Elena Yudovina is a postdoctoral research fellow at the University of Michigan. Her research interests are in applications of queueing theory. She received her PhD from the University of Cambridge, where her interest in the subject was sparked by a course on stochastic networks taught by Frank Kelly.

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